The Saturday Night Live star stepped out with his 45-year-old rumored girlfriend after a show at Largo at the Coronet in West Hollywood, California. They held hands while trying to dodge paparazzi waiting nearby. Several sources toldPeople Davidson and Beckinsale made their way to a hotel in Santa Monica, California.

Neither Davidson nor Beckinsale has addressed the nature of their relationship. It's unclear if they intend to.

Despite Beckinsale's presence, Davidson, 25, made several jokes about ex-girlfriend Ariana Grande. Some of the material was the same he used during his Jan. 12 show at Tarrytown Music Hall in New York, including a joke about the size of his penis. He called the move by Grande, "mean" but "also genius."

"I don't like that she talked all that s--- for my penis," he joked at the New York show. "Everything is huge to her. Why would she tell everyone that I have a huge penis? So that every girl who sees my d--- for the rest of my life is disappointed."

Davidson and Beckinsale have been rumored to be a couple for some time now. They were first spotted together in January after hitting it off at a Golden Globes afterparty. Sources said they pair chatted most of the night and even cuddled at the party. They did not, however, leave the party together.